+36.0%
TSM vs SPXU
-30.4%
+66.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.6% | -5.7% |
| 7D | -10.0% | +2.2% | -12.1% | -8.2% |
| 30D | -18.5% | +3.8% | -22.3% | -15.7% |
| 3M | -4.9% | +3.3% | -8.2% | -1.3% |
| 6M | -1.0% | -16.7% | +15.7% | -8.7% |
| YTD | +31.3% | -28.6% | +59.9% | +13.0% |
| 1Y | +36.0% | -30.6% | +66.6% | +16.3% |
| All | +36.0% | -30.4% | +66.4% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPXU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling